UBS Call 165 CVX 16.01.2026
/ CH1322952032
UBS Call 165 CVX 16.01.2026/ CH1322952032 /
| 17/09/2024 16:40:55 |
Chg.+0.050 |
Bid17:25:18 |
Ask17:25:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+8.47% |
0.650
Bid Size: 20,000 |
0.670
Ask Size: 20,000 |
Chevron Corporation |
165.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
UM2MLC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-2.06 |
| Time value: |
0.62 |
| Break-even: |
154.46 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
7.43 |
| Rho: |
0.53 |
Quote data
| Open: |
0.600 |
| High: |
0.640 |
| Low: |
0.590 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.49% |
| 1 Month |
|
|
-16.88% |
| 3 Months |
|
|
-47.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.510 |
| 1M High / 1M Low: |
0.840 |
0.510 |
| 6M High / 6M Low: |
2.090 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.317 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.28% |
| Volatility 6M: |
|
110.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
